PALEČKOVÁ, Iveta. Performance Measurement in Banking: Empirical Application to Central and Eastern Europe. Praha: Professional Publishing, 2018, 189 pp. ISBN 978-80-88260-13-4.
Other formats:   BibTeX LaTeX RIS
Basic information
Original name Performance Measurement in Banking: Empirical Application to Central and Eastern Europe
Authors PALEČKOVÁ, Iveta (203 Czech Republic, guarantor, belonging to the institution).
Edition Praha, 189 pp. 2018.
Publisher Professional Publishing
Other information
Original language English
Type of outcome Book on a specialized topic
Field of Study 50200 5.2 Economics and Business
Confidentiality degree is not subject to a state or trade secret
Publication form printed version "print"
RIV identification code RIV/47813059:19520/18:00011113
Organization unit School of Business Administration in Karvina
ISBN 978-80-88260-13-4
Keywords in English efficiency; profitability; banking sector; financial conglomerate; Dynamic Data Envelopment Analysis
Links GA16-17796S, research and development project.
Changed by Changed by: RNDr. Daniel Jakubík, učo 139797. Changed: 7/2/2020 10:56.
Abstract
The aim of the book is to estimate the efficiency and profitability of banking sectors of ten Central and Eastern Europe countries within the period 2005-2015 and simultaneously parallel presentation of the main development trend in banking with an emphasis on the period of the global crisis and its subsequent effects. First, the banking performance is described with the theoretical concept of efficiency and profitability and also several indicators of the banking sector in Central and Eastern Europe (CEE) countries are compared. For measure of banking profitability return on assets, return on equity, cost to income ration and net interest income are calculated for commercial banks. The efficiency of banking sectors are estimated using Dynamic Data Envelopment Analysis (DEA) approach, non-oriented slacks-based measure model with assumption of variable returns to scale. The Dynamic DEA model formally addresses the activities in different interconnected time periods and this model estimates performance of a group of decision making units (DMUs) during several periods of time. Additionally, each DMU has carry-over variables that take into account a positive or negative factor in the previous period. Loan loss provision of banks are consider as carry-over variables. We take into account the affiliation of banks to the financial conglomerate, the bank's size, the level of capitalization as well as the liquidity of commercial banks.
PrintDisplayed: 6/5/2024 12:45